Convert ta to df

README.md

@@ -8,4 +8,6 @@
 
 [![codecov.io](http://codecov.io/github/femtotrader/TimeSeriesReader.jl/coverage.svg?branch=master)](http://codecov.io/github/femtotrader/TimeSeriesReader.jl?branch=master)
 
-Convert DataFrame (from [DataFrames.jl](https://github.com/JuliaStats/DataFrames.jl)) to TimeArray (from [TimeSeries.jl](https://github.com/JuliaStats/TimeSeries.jl))
+- Convert DataFrame (from [DataFrames.jl](https://github.com/JuliaStats/DataFrames.jl)) to TimeArray (from [TimeSeries.jl](https://github.com/JuliaStats/TimeSeries.jl))
+
+- Convert TimeArray (from [TimeSeries.jl](https://github.com/JuliaStats/TimeSeries.jl)) tp DataFrame (from [DataFrames.jl](https://github.com/JuliaStats/DataFrames.jl))

src/TimeSeriesReader.jl

@@ -1,7 +1,7 @@
 module TimeSeriesReader
 
 # package code goes here
-export to_TimeArray, basepath
+export to_TimeArray, to_DataFrame, basepath
 
 using DataFrames
 using TimeSeries
@@ -19,4 +19,12 @@ function to_TimeArray(df::DataFrame; timestamp=:Date, colnames=Symbol[])
     ta
 end
 
+function to_DataFrame(ta::TimeArray)
+    df = DataFrame(hcat(ta.timestamp, ta.values))
+    colnames = [Symbol(s) for s in ta.colnames]
+    colnames = vcat(:Date, colnames)
+    names!(df, colnames)
+    df
+end
+
 end # module

test/runtests.jl

@@ -39,4 +39,8 @@ ta = to_TimeArray(df, colnames=[:Open, :High, :Low, :Close])
 # Test convert TimeArray to DataFrame
 using TimeSeries
 filename = joinpath(basepath(), "ford_2012.csv")
-ohlcv = readtimearray(filename)
+ta2 = readtimearray(filename)
+ta2 = ta2["Open", "High", "Low", "Close"]
+df2 = to_DataFrame(ta2)
+@test names(df2) == [:Date, :Open, :High, :Low, :Close]
+println(df2)